A phase I clinical oncology trial of cortivazol, a potent glucocorticoid, in patients with various malignancies is proposed. The purpose of the study is to determine the toxicity and maximum tolerated dose (MTD) of cortivazol in humans. Cortivazol in DMSO solution will be given to patients intravenously on a schedule of 5 days on/9 days off. The doses will increase until MTD is reached.